The most common insectoid aliens are describes as large praying-mantis type beings.
Insect-like creatures have been a part of the tradition of science fiction and fantasy. In the 1902 film A Trip to the Moon, Georges Méliès portrayed the Selenites of the moon as insectoid. Olaf Stapledon incorporates insectiods in his 1937 Star Maker novel. In the pulp fiction novels, insectoid creatures were frequently used as the antagonists threatening the damsel in distress. Later depictions of the hostile insect aliens include the antagonists in Robert A. Heinlein's Starship Troopers novel and the "buggers" in Orson Scott Card's Ender novels.
Source: http://en.wikipedia.org/wiki/Insectoid